Seasonal energy trading portfolio based on multiobjective optimisation
Fellipe Fernandes Goulart dos Santos; Douglas Alexandre Gomes Vieira; Rodney Rezende Saldanha; Adriano Chaves Lisboa; Marcus VinÃcius de Castro Lobato
| Year of publication: |
2014
|
|---|---|
| Authors: | Santos, Fellipe Fernandes Goulart dos ; Vieira, Douglas Alexandre Gomes ; Saldanha, Rodney Rezende ; Lisboa, Adriano Chaves ; Lobato, Marcus VinÃcius de Castro |
| Published in: |
International journal of logistics systems and management. - Olney : Inderscience, ISSN 1742-7967, ZDB-ID 2178795-5. - Vol. 17.2014, 2, p. 180-199
|
| Subject: | multiobjective optimisation | ellipsoidal optimisation algorithm | seasonal allocation | trading portfolio | Brazilian energy market | risk assessment | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Energiemarkt | Energy market | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010381043